-59.0%
TSEM vs AEIS
+2,072.0%
-2,131.0%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.3% |
| 7D | +20.5% | +23.2% | -2.7% | +13.8% |
| 30D | -29.0% | -17.0% | -12.0% | -24.6% |
| 3M | -39.4% | -32.2% | -7.2% | -31.8% |
| 6M | -28.5% | -32.6% | +4.0% | -18.5% |
| YTD | +34.4% | +9.4% | +25.1% | +34.7% |
| 1Y | +48.3% | +7.7% | +40.7% | +49.5% |
| 3Y | +543.5% | +157.9% | +385.6% | +416.9% |
| 5Y | +331.4% | +154.8% | +176.7% | +240.2% |
| 10Y | +881.1% | +355.2% | +525.9% | +548.7% |
| All | -59.0% | +2,072.0% | -2,131.0% | -86.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded AEIS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling